+1,643.1%
VLO vs EXPE
+710.1%
+933.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -9.5% | -11.2% | +1.7% | -6.8% |
| 30D | -19.1% | -7.5% | -11.7% | -18.2% |
| 3M | +11.4% | -19.1% | +30.4% | +16.7% |
| 6M | +46.7% | +10.7% | +36.0% | +37.5% |
| YTD | +118.6% | -9.9% | +128.5% | +112.9% |
| 1Y | +99.9% | -4.6% | +104.5% | +90.3% |
| 3Y | +210.5% | +116.8% | +93.7% | +111.9% |
| 5Y | +432.7% | +38.6% | +394.1% | +292.5% |
| 10Y | +717.1% | +115.9% | +601.3% | +370.8% |
| All | +1,643.1% | +710.1% | +933.0% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling